+98.5%
EWY vs STX
+462.7%
-364.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.7% |
| 7D | +4.2% | +14.6% | -10.4% | -0.9% |
| 30D | -10.7% | -26.0% | +15.3% | -0.9% |
| 3M | -20.1% | -42.6% | +22.6% | -4.1% |
| 6M | -24.3% | -35.3% | +11.0% | -12.7% |
| YTD | +46.9% | +92.5% | -45.6% | +22.8% |
| 1Y | +55.2% | +102.4% | -47.2% | +27.4% |
| 3Y | +157.0% | +673.8% | -516.9% | +36.7% |
| All | +98.5% | +462.7% | -364.2% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling